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ONHI/ONLO | Overnight High or Low

This describes the overnight Globex session which takes place after 3:15 PM CT of the previous day up until 8:29:59 AM CT of the current day. I include the last 15 minutes after cash closes as part of the Regular Trading Hours (RTH) session simply because OTC transactions on equities and futures continue to come in at that time, so it provides valid price and volume data.

The high of the overnight session is abbreviated to ONHI and the low of the overnight session is abbreviated to ONLO.

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